| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,606.1 |
1,617.3 |
11.2 |
0.7% |
1,584.9 |
| High |
1,622.9 |
1,630.6 |
7.7 |
0.5% |
1,630.6 |
| Low |
1,602.7 |
1,613.2 |
10.5 |
0.7% |
1,564.5 |
| Close |
1,617.4 |
1,620.3 |
2.9 |
0.2% |
1,620.3 |
| Range |
20.2 |
17.4 |
-2.8 |
-13.9% |
66.1 |
| ATR |
23.9 |
23.5 |
-0.5 |
-1.9% |
0.0 |
| Volume |
10,057 |
14,327 |
4,270 |
42.5% |
44,814 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.6 |
1,664.3 |
1,629.9 |
|
| R3 |
1,656.2 |
1,646.9 |
1,625.1 |
|
| R2 |
1,638.8 |
1,638.8 |
1,623.5 |
|
| R1 |
1,629.5 |
1,629.5 |
1,621.9 |
1,634.2 |
| PP |
1,621.4 |
1,621.4 |
1,621.4 |
1,623.7 |
| S1 |
1,612.1 |
1,612.1 |
1,618.7 |
1,616.8 |
| S2 |
1,604.0 |
1,604.0 |
1,617.1 |
|
| S3 |
1,586.6 |
1,594.7 |
1,615.5 |
|
| S4 |
1,569.2 |
1,577.3 |
1,610.7 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.4 |
1,778.0 |
1,656.7 |
|
| R3 |
1,737.3 |
1,711.9 |
1,638.5 |
|
| R2 |
1,671.2 |
1,671.2 |
1,632.4 |
|
| R1 |
1,645.8 |
1,645.8 |
1,626.4 |
1,658.5 |
| PP |
1,605.1 |
1,605.1 |
1,605.1 |
1,611.5 |
| S1 |
1,579.7 |
1,579.7 |
1,614.2 |
1,592.4 |
| S2 |
1,539.0 |
1,539.0 |
1,608.2 |
|
| S3 |
1,472.9 |
1,513.6 |
1,602.1 |
|
| S4 |
1,406.8 |
1,447.5 |
1,583.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
20.9 |
1.3% |
84% |
True |
False |
8,962 |
| 10 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
19.8 |
1.2% |
84% |
True |
False |
5,694 |
| 20 |
1,630.6 |
1,556.7 |
73.9 |
4.6% |
23.6 |
1.5% |
86% |
True |
False |
4,577 |
| 40 |
1,644.0 |
1,548.3 |
95.7 |
5.9% |
24.9 |
1.5% |
75% |
False |
False |
3,049 |
| 60 |
1,657.3 |
1,534.3 |
123.0 |
7.6% |
24.6 |
1.5% |
70% |
False |
False |
2,631 |
| 80 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
22.6 |
1.4% |
57% |
False |
False |
2,237 |
| 100 |
1,719.4 |
1,534.3 |
185.1 |
11.4% |
22.0 |
1.4% |
46% |
False |
False |
1,905 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.2 |
1.3% |
32% |
False |
False |
1,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,704.6 |
|
2.618 |
1,676.2 |
|
1.618 |
1,658.8 |
|
1.000 |
1,648.0 |
|
0.618 |
1,641.4 |
|
HIGH |
1,630.6 |
|
0.618 |
1,624.0 |
|
0.500 |
1,621.9 |
|
0.382 |
1,619.8 |
|
LOW |
1,613.2 |
|
0.618 |
1,602.4 |
|
1.000 |
1,595.8 |
|
1.618 |
1,585.0 |
|
2.618 |
1,567.6 |
|
4.250 |
1,539.3 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.9 |
1,615.5 |
| PP |
1,621.4 |
1,610.6 |
| S1 |
1,620.8 |
1,605.8 |
|